-12.0%
CNH vs MNDY
-55.0%
+43.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +3.0% | -11.3% | +14.3% | +3.8% |
| 30D | -0.6% | -10.8% | +10.2% | 0.0% |
| 3M | +14.6% | -17.3% | +31.9% | +15.6% |
| 6M | +11.8% | +15.2% | -3.5% | +9.1% |
| YTD | +30.4% | -47.1% | +77.6% | +35.5% |
| 1Y | +19.1% | -51.4% | +70.5% | +24.6% |
| 3Y | +30.2% | -49.6% | +79.8% | +31.7% |
| 5Y | -17.8% | -78.6% | +60.7% | -19.6% |
| All | -12.0% | -55.0% | +43.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MNDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling